MATH319 Slides

120 Proof

By the Theorem 48, the general solution to the differential equation is

X(t)=exp(tA)X0+0texp((t-s)A)BU(s)𝑑s

where by hypotheses there exists K>0 such that

BU(s)K  (s>0)

and by the Lemma 118

exp(tA)Me-tδ  (t>0),

so

X(t)Me-tδX0+0texp((t-s)A)BU(s)𝑑s